Discussion paper DP17646 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz 4 Nov 2022 Monetary Economics and Fluctuations C11 C14 C32
Discussion paper DP17640 Blended Identification in Structural VARs Andrea Carriero Massimiliano Marcellino Tommaso Tornese 3 Nov 2022 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP17638 Graphical model inference with external network data Jack Jewson Li Li Laura Battaglia Stephen Hansen David Rossell Piotr Zwiernik 2 Nov 2022 Public Economics Asset Pricing C11 C55
Discussion paper DP17576 Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation David Childers Jesus Fernandez-Villaverde Jesse Perla Chris Rackauckas Peifan Wu 7 Oct 2022 Monetary Economics and Fluctuations C10 C11 E10
Discussion paper DP16096 Optimal Price Targeting Adam Smith Stephan Seiler Ishant Aggarwal 14 Jul 2022 Industrial Organization C11 C33 C45 C52 D12 L11 L81
Discussion paper DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees Todd Clark Florian Huber Massimiliano Marcellino Michael Pfarrhofer 12 Jul 2022 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP17391 Estimating Nonlinear Heterogeneous Agents Models with Neural Networks Leonardo Melosi Matthias Rottner 17 Jun 2022 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C45 D31 E32 E52
Discussion paper DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices Thomas Hasenzagl Filippo Pellegrino Lucrezia Reichlin Giovanni Ricco 15 Mar 2022 Monetary Economics and Fluctuations C11 C32 C53 E31 E32 E52
Discussion paper DP17049 On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity Minsu Chang Frank Schorfheide 18 Feb 2022 Monetary Economics and Fluctuations C11 C32 C52 E32
Discussion paper DP17035 Sequential Monte Carlo With Model Tempering Marko Mlikota Frank Schorfheide 15 Feb 2022 Monetary Economics and Fluctuations C11 C32
Discussion paper DP16994 Macroeconomic Forecasting in a Multi-country Context Yu Bai Andrea Carriero Todd Clark Massimiliano Marcellino 2 Feb 2022 Monetary Economics and Fluctuations C11 C33 C53 C55
Discussion paper DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ Lutz Kilian 18 Dec 2021 International Macroeconomics and Finance C11 C32 C52
